Cullen,
There isn’t currently a way to process and add all previous orders to your mailchimp list, but that is a request I have received before and plan on making it available in the pro version of the plugin that I’m working on. The pro version of the plugin will have other premium features for mapping merge fields, selecting interest groups, etc. and have integration with WooCommerce Subscriptions to allow for auto subscribing/unsubscribing users from lists based on whether or not they have an active subscription.
Stay tuned for the pro version on my blog at: https://anderly.com
Cheers,
Adam